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Serge Kruk and Henry Wolkowicz
Vol. 41, No. 4 (Dec., 1999), pp. 795-805
Published by: Society for Industrial and Applied Mathematics
Stable URL: http://www.jstor.org/stable/2653207
Page Count: 11
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This short note revisits an algorithm previously sketched by Mathis and Mathis [SIAM Rev., 37 (1995), pp. 230-234] and used to solve a nonlinear hospital fee optimization problem. An analysis of the problem structure reveals how the Simplex algorithm, viewed under the correct light, can be the driving force behind a successful algorithm for an almost linear problem. This presentation is intended for students who have been exposed to the Simplex method for linear programming and are progressing, via the Karush-Kuhn-Tucker conditions, toward nonlinear optimization.
SIAM Review © 1999 Society for Industrial and Applied Mathematics